-20.8%
CLF vs AWK
+29.7%
-50.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.8% |
| 7D | +16.0% | -2.6% | +18.6% | +14.9% |
| 30D | +1.6% | +14.2% | -12.5% | +6.7% |
| 3M | +6.7% | +10.0% | -3.3% | +10.9% |
| 6M | +21.1% | +17.1% | +4.0% | +28.5% |
| YTD | -1.6% | +16.1% | -17.7% | +4.9% |
| 1Y | +18.5% | +17.5% | +1.0% | +26.7% |
| All | -20.8% | +29.7% | -50.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling